[R] random numbers
Although this query was inspired by distributed random number generation, one of the questions (#2 below) is a single-machine issue. I call C++ code from R to generate simulated data. I'm doing this on a cluster, and use rmpi and rsprng. While rsprng randomizes R-level random numbers (e.g., from runif), it has no effect on the C code, which is completely SPRNG and MPI ignorant. Currently I generate a seed to pass into the C code, using as.integer(runif(1, max=.Machine$integer.max)-.Machine$integer.max/2) It seems to work. Any comments on this approach? Here are some issues I see: 1) The much simpler method of using the consecutive integers as seeds also seemed to work. This also has the advantage of repeatability. I avoided it because I was concerned it wouldn't be random enough. Would consecutive integers as in parLapply(cluster, seq(nSimulations), function(i) myfunction(seed=i)) be sufficient? I suppose I could also generate all the random seeds on the master. 2) This got me thinking about how to generate random integers that span the whole range of 32 bit signed integers. The method show above only spans half the range, since .Machine$integer.max = 2^31. It also makes some assumptions about the relation between the value in .Machine $integer.max and the seed for random numbers. Interestingly, integer.max was 2^31 despite running on a 64 bit powerpc, albeit under the mostly 32 bit OS-X (I think Leopard--not the current one; Darwin Kernel 7.9.0). My understanding is that random number generators internally produce 32 bit integers, which then get converted into the desired distribution. I'm a little surprised there doesn't seem to be a way to get at them. Or is one supposed to do runif()*2^32-2^31? 3) Vagaries of the underlying C++ random number generator could also complicate life. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] random numbers
On 30 June 2007 at 12:12, Ross Boylan wrote: | I call C++ code from R to generate simulated data. I'm doing this on a | cluster, and use rmpi and rsprng. While rsprng randomizes R-level | random numbers (e.g., from runif), it has no effect on the C code, which | is completely SPRNG and MPI ignorant. | | Currently I generate a seed to pass into the C code, using | as.integer(runif(1, max=.Machine$integer.max)-.Machine$integer.max/2) | It seems to work. | | Any comments on this approach? Here are some issues I see: I may be missing something but given that rsprng is running on your cluster, you are bound to also have sprng itself -- so why don't you use that from C or C++ for this purpose? Hth, Dirk -- Hell, there are no rules here - we're trying to accomplish something. -- Thomas A. Edison __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] random numbers
On Sat, 2007-06-30 at 14:50 -0500, Dirk Eddelbuettel wrote: On 30 June 2007 at 12:12, Ross Boylan wrote: | I call C++ code from R to generate simulated data. I'm doing this on a | cluster, and use rmpi and rsprng. While rsprng randomizes R-level | random numbers (e.g., from runif), it has no effect on the C code, which | is completely SPRNG and MPI ignorant. | | Currently I generate a seed to pass into the C code, using | as.integer(runif(1, max=.Machine$integer.max)-.Machine$integer.max/2) | It seems to work. | | Any comments on this approach? Here are some issues I see: I may be missing something but given that rsprng is running on your cluster, you are bound to also have sprng itself -- so why don't you use that from C or C++ for this purpose? Hth, Dirk Doing so would add considerable complexity, at least as far as I know. Sometimes I run within an MPI session and sometimes not. My understanding is that SPRNG will not work if MPI is absent. I think someone on the SPRNG list told me that there wasn't a good way to handle this at run-time. Unfortunately, a lot of SPRNG options seem to be compile-time settings. Using SPRNG would also complicate my build process, as I'd need autoconf magic to support it. Part of the issue is that I want something I can redistribute, not just something that will work for me on a one-off basis. One simple solution would be to build several versions of the library. A not so simple solution would be to build various random number generators as separate libraries, and dynamically load the appropriate one. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Random numbers from skewed distributions
Dear Friends, I was wondering if there is any package to get random numbers from the Burr 10 distribution. I checked the rmutil and actuar package. Both seems to implement the Burr 12 distribution. thanks in advance Regards Anup - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] random numbers selection - simple example
Dear R-help, Which random number generator function would you recommend for simply picking 15 random numbers from the sequence 0-42? I want to use replacement (so that the same number could potentially be picked more than once). I have read the R-help archives and the statistics and computing book on modern Applied statistics with S but the advice seems to be for much form complicated examples, there must be a simpler way for what I am trying to do? If anybody can help me I would greatly appreciate your advice and time, Best Wishes, Jenny ~~ Jennifer Barnes PhD student: long range drought prediction Climate Extremes Group Department of Space and Climate Physics University College London Holmbury St Mary Dorking, Surrey, RH5 6NT Web: http://climate.mssl.ucl.ac.uk __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] random numbers selection - simple example
You're all stars - thanks for the replies - I will go ahead and use sample... I need to do this about 10,000 times - any suggestions for this or simply put it in a loop 10,000 times outputting each time to an array? Best Wishes, Jenny use sample(c(0:42), 15, replace=T) hope it helps, kevin - Original Message - From: Jenny Barnes [EMAIL PROTECTED] Date: Wednesday, June 6, 2007 10:30 am Subject: [R] random numbers selection - simple example Dear R-help, Which random number generator function would you recommend for simply picking 15 random numbers from the sequence 0-42? I want to use replacement (so that the same number could potentially be picked more than once). I have read the R-help archives and the statistics and computing book on modern Applied statistics with S but the advice seems to be for much form complicated examples, there must be a simpler way for what I am trying to do? If anybody can help me I would greatly appreciate your advice and time, Best Wishes, Jenny ~~ Jennifer Barnes PhD student: long range drought prediction Climate Extremes Group Department of Space and Climate Physics University College London Holmbury St Mary Dorking, Surrey, RH5 6NT Web: http://climate.mssl.ucl.ac.uk __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.htmland provide commented, minimal, self-contained, reproducible code. ~~ Jennifer Barnes PhD student: long range drought prediction Climate Extremes Group Department of Space and Climate Physics University College London Holmbury St Mary Dorking, Surrey, RH5 6NT Tel: 01483 204149 Mob: 07916 139187 Web: http://climate.mssl.ucl.ac.uk __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] random numbers selection - simple example
Assuming you want only integers, see ?sample Sarah On 6/6/07, Jenny Barnes [EMAIL PROTECTED] wrote: Dear R-help, Which random number generator function would you recommend for simply picking 15 random numbers from the sequence 0-42? I want to use replacement (so that the same number could potentially be picked more than once). I have read the R-help archives and the statistics and computing book on modern Applied statistics with S but the advice seems to be for much form complicated examples, there must be a simpler way for what I am trying to do? If anybody can help me I would greatly appreciate your advice and time, Best Wishes, Jenny -- Sarah Goslee http://www.functionaldiversity.org __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] random numbers selection - simple example
On 06-Jun-07 14:30:44, Jenny Barnes wrote: Dear R-help, Which random number generator function would you recommend for simply picking 15 random numbers from the sequence 0-42? I want to use replacement (so that the same number could potentially be picked more than once). R has the function sample() which samples a given number of items from a given set, without replacement by default, but with replacement if you specify this. Enter ?sample for more information. In the above case sample((0:42), 15, replace=TRUE) will do what you seem to describe above. Example: sample((0:42), 15, replace=TRUE) [1] 26 38 1 41 11 30 22 37 28 0 0 25 10 39 27 if you want them in random order (i.e. as they come off the line), or sort(sample((0:42), 15, replace=TRUE)) [1] 1 3 5 8 8 10 16 17 21 25 30 30 33 34 40 if you want them sorted. Best wishes, Ted. I have read the R-help archives and the statistics and computing book on modern Applied statistics with S but the advice seems to be for much form complicated examples, there must be a simpler way for what I am trying to do? If anybody can help me I would greatly appreciate your advice and time, Best Wishes, Jenny E-Mail: (Ted Harding) [EMAIL PROTECTED] Fax-to-email: +44 (0)870 094 0861 Date: 06-Jun-07 Time: 16:24:15 -- XFMail -- __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] random numbers selection - simple example
-Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Jenny Barnes Sent: Wednesday, June 06, 2007 7:55 AM To: r-help@stat.math.ethz.ch Subject: Re: [R] random numbers selection - simple example You're all stars - thanks for the replies - I will go ahead and use sample... I need to do this about 10,000 times - any suggestions for this or simply put it in a loop 10,000 times outputting each time to an array? Best Wishes, Jenny use sample(c(0:42), 15, replace=T) hope it helps, kevin You could try something like the following s-matrix(sample(c(0:42), 1*15, replace=TRUE), 1, 15) which will give you a 1 row matrix with 1 sample of size 15 per row. Hope this is helpful, Dan Daniel Nordlund Bothell, WA USA __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Random numbers from noncentral t-distribution
Hi there: I'd thought these two versions of noncentral t-distribution are essentially the same: qqplot(rt(1000,df=20,ncp=3),qt(runif(1000),df=20,ncp=3)) But, the scales of the x-axis and the y-axis are quite different according to the QQ-plot. Did I make any mistakes somewhere? Thanks, Long - Mp3·è¿ñËÑ-иèÈȸè¸ßËÙÏ [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Random numbers from noncentral t-distribution
On Fri, 30 Jun 2006, Long Qu wrote:
Hi there:
I'd thought these two versions of noncentral t-distribution are essentially
the same:
qqplot(rt(1000,df=20,ncp=3),qt(runif(1000),df=20,ncp=3))
But, the scales of the x-axis and the y-axis are quite different according
to the QQ-plot.
Did I make any mistakes somewhere?
No, I think we did.
We have
rt
function (n, df, ncp = 0)
{
if (ncp == 0)
.Internal(rt(n, df))
else rnorm(n, ncp)/(rchisq(n, df)/sqrt(df))
}
and the rchisq() in the denominator should be inside the sqrt().
-thomas
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Re: [R] Random numbers from noncentral t-distribution
Thank you very much for your kind reply. It solved the problem of rt( ). :D
But it seems that the qt( ) also have problems:
I modified the rt( ) function as you suggested,
rt - function (n, df, ncp = 0)
{
if (ncp == 0)
.Internal(rt(n, df))
else rnorm(n, ncp)/sqrt(rchisq(n, df)/df)
}
Then I increase the number of random variables to 1, and made a QQ-plot:
qqplot(rt(1,df=20,ncp=3),qt(runif(1),df=20,ncp=3))
I've got some spurious points at lower-left corner. It seems that qt( )
results were truncated.
I also tried this with another df and ncp:
pt(-.75,df=2,ncp=1)
[1] 0.05726429
sum(qt(1:1/10001,df=2,ncp=1) -.75)
[1] 0
where I'd expected the last number should be 550 or so, not 0.
Thanks again, the modified rt( ) is now OK for my work.
Long
Thomas Lumley [EMAIL PROTECTED] wrote£º
On Fri, 30 Jun 2006, Long Qu wrote:
Hi there:
I'd thought these two versions of noncentral t-distribution are essentially
the same:
qqplot(rt(1000,df=20,ncp=3),qt(runif(1000),df=20,ncp=3))
But, the scales of the x-axis and the y-axis are quite different according to
the QQ-plot.
Did I make any mistakes somewhere?
No, I think we did.
We have
rt
function (n, df, ncp = 0)
{
if (ncp == 0)
.Internal(rt(n, df))
else rnorm(n, ncp)/(rchisq(n, df)/sqrt(df))
}
and the rchisq() in the denominator should be inside the sqrt().
-thomas
-
ÇÀ×¢ÑÅ»¢Ãâ·ÑÓÊÏä-3.5GÈÝÁ¿£¬20M¸½¼þ£¡
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Re: [R] Random numbers from noncentral t-distribution
On Sat, 1 Jul 2006, Long Qu wrote: Thank you very much for your kind reply. It solved the problem of rt( ). :D But it seems that the qt( ) also have problems: Yes, there does seem to be a problem near zero. A clearer version is curve(qt(x,df=20,ncp=3),from=0,to=0.004) curve(qt(10^x,df=20,ncp=3),from=-10,to=-2,n=1000) The fix is less obvious here. I'll file it as a bug. -thomas Thomas Lumley Assoc. Professor, Biostatistics [EMAIL PROTECTED] University of Washington, Seattle __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Random numbers negatively correlated?
Dear list,
I did simulations in which I generated 1
independent Bernoulli(0.5)-sequences of length 100. I estimated
p for each sequence and I also estimated the conditional probability that
a one is followed by another one (which should be p as well).
However, the second probability is significantly smaller than 0.5 (namely
about 0.494, see below) and of course smaller than the direct estimates of
p as well, indicating negative correlation between the random numbers.
See below the code and the results.
Did I do something wrong or are the numbers in
fact negatively correlated? (A type I error is quite unlikely with a
p-value below 2.2e-16.)
Best,
Christian
set.seed(123456)
n - 100
p - 0.5
simruns - 1
est - est11 - numeric(0)
for (i in 1:simruns){
#if (i/100==round(i/100)) print(i)
x - rbinom(n,1,p)
est[i] - mean(x)
x11 - 3*x[2:n]-x[1:(n-1)]
est11[i] - sum(x11==2)/sum(x11==2 | x11==(-1))
# x11==(-1): 0 follows 1, x11==2: 1 follows 1.
}
print(mean(est))
[1] 0.499554
print(sd(est)/sqrt(simruns))
[1] 0.0004958232
# OK
print(mean(est11))
[1] 0.4935211
print(sd(est11)/sqrt(simruns))
[1] 0.0007136213
# mean(est11)+2*sd(mean) 0.495
print(sum(estest11))
[1] 5575
binom.test(5575,1)
Exact binomial test
data: 5575 and 1
number of successes = 5575, number of trials = 1, p-value
2.2e-16
*** --- ***
Christian Hennig
University College London, Department of Statistical Science
Gower St., London WC1E 6BT, phone +44 207 679 1698
[EMAIL PROTECTED], www.homepages.ucl.ac.uk/~ucakche
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Re: [R] Random numbers negatively correlated?
On Tue, 27 Jun 2006, Christian Hennig wrote: Dear list, I did simulations in which I generated 1 independent Bernoulli(0.5)-sequences of length 100. I estimated p for each sequence and I also estimated the conditional probability that a one is followed by another one (which should be p as well). However, the second probability is significantly smaller than 0.5 (namely about 0.494, see below) and of course smaller than the direct estimates of p as well, indicating negative correlation between the random numbers. See below the code and the results. Did I do something wrong or are the numbers in fact negatively correlated? (A type I error is quite unlikely with a p-value below 2.2e-16.) I think you did something wrong, and that there is a problem with overlapping blocks of two. If you do x-matrix(rbinom(1e6,1,p),ncol=2) tt-table(x[,1],x[,2]) you get much better looking results. In this case you have 500,000 independent pairs of numbers that can be 01, 10, 11, 00. A test for independence seems fine. tt 0 1 0 125246 124814 1 125140 124800 fisher.test(tt) Fisher's Exact Test for Count Data data: tt p-value = 0.8987 alternative hypothesis: true odds ratio is not equal to 1 95 percent confidence interval: 0.9896745 1.0119211 sample estimates: odds ratio 1.000735 In your case the deficit in est11 is suspiciously close to 0.5/n. Changing n to 1000 and using the same seed I get mean(est11)-0.5 [1] -0.0005534743 10 times smaller, and still close to 0.5/n. Now, consider what happens in a case where we can see all the possibilities, n=3 x1/0 1/1 000 - - 001 - - 010 1 0 011 0 1 100 1 0 101 1 0 110 1 1 111 2 0 So that if each of these three triplets has the same probability your est11 would be 2/8 rather than 4/8, and est11 is not an unbiased estimate of the long-run conditional probability. The bias is of order 1/n, so you need n to be of larger order than sqrt(simruns). -thomas __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Random numbers negatively correlated?
On Tue, 27 Jun 2006, Thomas Lumley wrote: I got the table wrong, it should read x1/0 1/1 est11 000 - - - 001 - - - 010 1 0 0 011 0 1 1 100 1 0 0 101 1 0 0 110 1 1 0.5 111 0 2 1 So the explanation is slightly more complicated. The problem is that although sum(x11==2)/n and sum(x11==2 | x11==(-1))/n are unbiased estimators their ratio is not an unbiased estimator, but has mean 5/12 (which is 0.5-0.5/n). -thomas __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Random numbers
Hi All. I have R code whose functionality is being replicated within a C+ program. The outputs are to be compared to validate the conversion somewhat - however (as is always the case) I have stuffed my code with random number calls. Random uniform numbers in C+ are being produced using the (Boost) mersenne-twister generators (mt11213b mt19937) - which is the default type of generator in R (if I read things correctly). If it was all within R I would just set the seed for reproducibility. Basically - how do I specify in C+ for a set of random uniform numbers such that they are the same as from R? I have considered the possibility of storing/using the R generated random numbers in the C+ version for validation purposes - but there are a lot of them, and that strikes me as a generally ugly way of doing things. thanks in advance C -- ~ Carl Donovan Lecturer in statistics Ph +44 1334 461802 The Observatory Buchanan Gardens University of St Andrews St Andrews Fife KY16 9LZ Scotland __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Random numbers
On 12/21/2005 9:47 AM, Carl wrote: Hi All. I have R code whose functionality is being replicated within a C+ program. The outputs are to be compared to validate the conversion somewhat - however (as is always the case) I have stuffed my code with random number calls. Random uniform numbers in C+ are being produced using the (Boost) mersenne-twister generators (mt11213b mt19937) - which is the default type of generator in R (if I read things correctly). If it was all within R I would just set the seed for reproducibility. Basically - how do I specify in C+ for a set of random uniform numbers such that they are the same as from R? I have considered the possibility of storing/using the R generated random numbers in the C+ version for validation purposes - but there are a lot of them, and that strikes me as a generally ugly way of doing things. I'd say the only reasonable way to do this is to call the R generators rather than trying to duplicate them. R tries hard to keep its generators consistent from version to version, but if you have an independent implementation of the same algorithm, it's going to be very hard to validate that you've really got things exactly identical. The Writing R Extensions manual tells how to call the R generators from other programs. You can do it without going through interpreted R code, so there shouldn't be much in the way of a performance penalty. Duncan Murdoch __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Random numbers
You can use Marsaglia's multiply with carry. I haven't looked at the C code in R recently, but doubt if it has changed. The C code is very neat, using 6 #defines: static const double RANDCONST=2.32830643654e-10; unsigned long zSeed=362436069, wSeed=521288629; #define zNew ((zSeed=36969*(zSeed65535)+(zSeed16))16) #define wNew ((wSeed=18000*(wSeed65535)+(wSeed16))65535) #define IUNIFORM (zNew+wNew) #define UNIFORM ((zNew+wNew)*RANDCONST) #define setseed(A,B) zSeed=(A);wSeed=(B); #define getseed(A,B) A=zSeed;B=wSeed; See Marsaglia's DIEHARD page for more details: http://www.stat.fsu.edu/pub/diehard/ Carl wrote: Hi All. I have R code whose functionality is being replicated within a C+ program. The outputs are to be compared to validate the conversion somewhat - however (as is always the case) I have stuffed my code with random number calls. Random uniform numbers in C+ are being produced using the (Boost) mersenne-twister generators (mt11213b mt19937) - which is the default type of generator in R (if I read things correctly). If it was all within R I would just set the seed for reproducibility. Basically - how do I specify in C+ for a set of random uniform numbers such that they are the same as from R? I have considered the possibility of storing/using the R generated random numbers in the C+ version for validation purposes - but there are a lot of them, and that strikes me as a generally ugly way of doing things. thanks in advance C -- Bob Wheeler --- http://www.bobwheeler.com/ ECHIP, Inc. --- Randomness comes in bunches. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] random numbers within a given range
Dear Colleagues, Is there a way to get random numbers within a given range? Regards and thanks in advance, Raj [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] random numbers within a given range
Rajdeep Das [EMAIL PROTECTED] writes: Is there a way to get random numbers within a given range? Yes. What distribution? If uniform, see help(Uniform). -- O__ Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Random Numbers
Hello I´m a student from Spain. I couldn´t find something about R and I was asking if someone could tell me which generator of random numbers use rnorm and runif. I think I have discovered that in runif they use the inversion method, but I don´t find any clue where they use the Super-duper algorithm or the Marsaglia one, as I have read. Thanks and sorry for my english. _ Deja tu CV y recibe ofertas personalizadas de trabajo en tu buzón. __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Random Numbers
Have you looked at ?set.seed? This provides some detail in R 1.8.1 for Windows. hope this helps. spencer graves p.d. No hay que desculparse por su inglés. Está claro. Silvia Perez Martin wrote: Hello I´m a student from Spain. I couldn´t find something about R and I was asking if someone could tell me which generator of random numbers use rnorm and runif. I think I have discovered that in runif they use the inversion method, but I don´t find any clue where they use the Super-duper algorithm or the Marsaglia one, as I have read. Thanks and sorry for my english. _ Deja tu CV y recibe ofertas personalizadas de trabajo en tu buzón. __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Random Numbers
Take a look at the help for RNGkind as follows: ?RNGkind Ravi. - Original Message - From: Silvia Perez Martin [EMAIL PROTECTED] Date: Tuesday, December 16, 2003 12:45 pm Subject: [R] Random Numbers Hello Im a student from Spain. I couldnt find something about R and I was asking if someone could tell me which generator of random numbers use rnorm and runif. I think I have discovered that in runif they use the inversion method, but I dont find any clue where they use the Super-duper algorithm or the Marsaglia one, as I have read. Thanks and sorry for my english. _ Deja tu CV y recibe ofertas personalizadas de trabajo en tu buzn. __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Random Numbers
On Tue, 16 Dec 2003, Silvia Perez Martin wrote: Hello I´m a student from Spain. I couldn´t find something about R and I was asking if someone could tell me which generator of random numbers use rnorm and runif. I think I have discovered that in runif they use the inversion method, but I don´t find any clue where they use the Super-duper algorithm or the Marsaglia one, as I have read. All the random number generators work by transforming a common stream of random 32-bit integers. The user can choose what generator to use for this common stream. The default is Mersenne-Twister. ?RNGkind will tell you how to choose other generators. In addition, the user can choose how rnorm() transforms this stream of 32-bit numbers to the Normal distribution. This is also covered in ?RNGkind. The default is inversion. Finally, users can supply either their own generator for the stream of 32-bit numbers or for the transformation to a Normal distribution. -thomas __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Random numbers
Thank you to all who helped me with the generation of random numbers. I have read much and learned even more. I even found some code that I have translated into java and am getting seemingly random output. :) I was wondering if there were any libraries for R which test the 'randomness' of the generators. A birthday-spacings test or serial correlation test perhaps? Thank you for your help. David __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Random Numbers
Thank you to all who replied to my previous question regarding the generation of random numbers. I have read up on the literature and learnt a whole lot more. In my research I found code for many generators which I have translated into java for my project. I'm now at the stage of testing these generators and was wondering if there were any inbuilt (or if someone has written libraries for) testing commands in R. Are there any libraries for R that have the serial correlation test, the birthday spacing test or any of the other tests for randomness?? Thank you all David __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
